+341.2%
PLD vs CELH
+283.2%
+57.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | -2.4% | -7.0% | +4.6% | -2.2% |
| 30D | -2.4% | +5.2% | -7.6% | -2.6% |
| 3M | -3.8% | +10.5% | -14.3% | -4.2% |
| 6M | 0.0% | -32.7% | +32.7% | +0.7% |
| YTD | +9.2% | -33.0% | +42.2% | +10.0% |
| 1Y | +25.9% | -49.5% | +75.5% | +27.4% |
| 3Y | +21.3% | -52.6% | +73.9% | +21.9% |
| 5Y | +14.1% | +5.2% | +8.9% | +11.7% |
| 10Y | +237.9% | +4,178.1% | -3,940.3% | +206.4% |
| All | +341.2% | +283.2% | +57.9% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling